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Nonparametric estimation of the tree structure of a nested Archimedean copula

Bibliographic reference Segers, Johan ; Uyttendaele, Nathan. Nonparametric estimation of the tree structure of a nested Archimedean copula. In: Computational Statistics & Data Analysis, Vol. 72, p. 190-204 (2014)
Permanent URL http://hdl.handle.net/2078.1/135902